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Intrexon Corp (XON) Plunge Sparks Bearish Betting

Intrexon Corp (NYSE:XON) is plummeting today on a scathing Seeking Alpha report

Apr 21, 2016 at 3:25 PM
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Intrexon Corp (NYSE:XON) has plunged 26.7% to $27.00 -- and is on track for its worst single-day percentage drop since the biotech went public in August 2013. Sparking the day's sell-off is a scathing review in Seeking Alpha, which called XON the "Theranos of public markets." Against this backdrop, XON stock has been placed on the short-sale restricted list, while volume both in and out of the options arena has hit an annual high.

By the numbers, about 12.5 million shares of XON have traded today. Meanwhile, nearly 17,000 calls have changed hands on XON, compared to 7.500 puts. Most active are the June 32 put and 35 call, where it appears as if one speculator could possibly be initiating a synthetic short position. Elsewhere, sell-to-open activity may be occurring at XON's May 30 and 35 calls.

Longer term, call buying has been a popular strategy on XON in recent weeks, per data from the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). Specifically, XON's 10-day call/put volume ratio of 12.88 ranks in the 77th percentile of its annual range.

Echoing this call-skewed backdrop is XON's Schaeffer's put/call open interest ratio (SOIR) of 0.37, which sits lower than 67% of all comparable readings taken in the past year. Simply stated, short-term speculators are more call-heavy than usual toward the biotech stock. With 34% of the stock's float sold short, though, some of the recent call buying -- particularly at out-of-the-money strikes -- could be a result of shorts hedging against any upside risk.

In fact, heading into today's session, the stock had roughly doubled since hitting an annual low of $18.52 in mid-January -- although the round-$40 mark had recently rejected these advances. Today's plunge, however, has the shares of Intrexon Corp (NYSE:XON) on track to notch their lowest daily close since Jan. 27.

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